Receptos, Inc. Option Greeks

RCPT 
$228
*  
0.56
0.25%
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*Delayed - data as of Aug. 4, 2015  -  Find a broker to begin trading RCPT now
Exchange: NASDAQ
Industry: Health Care
Community Rating:
 
 
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Call and put options are quoted in a table called a chain sheet. The chain sheet shows the price, volume and open interest for each option strike price and expiration month.


Greeks for Receptos, Inc. ( RCPT)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Aug 21, 2015 0.85435 0.01172 0.08114 -0.15320 0.12187 0.43896 RCPT 210.00 Aug 21, 2015 -0.11675 0.01134 -0.01148 -0.11437 0.12178 0.35528
Aug 21, 2015 0.81679 0.02570 0.08209 -0.09799 0.12454 0.24684 RCPT 220.00 Aug 21, 2015 -0.20035 0.02532 -0.02039 -0.10798 0.12465 0.22837
Aug 21, 2015 0.43601 0.08479 0.04600 -0.06603 0.19280 0.12875 RCPT 230.00 Aug 21, 2015 -0.56283 0.08123 -0.04766 -0.06475 0.19277 0.10705
Aug 21, 2015 0.13660 0.02312 0.01430 -0.07030 0.13205 0.20188 RCPT 240.00 Aug 21, 2015 -0.76440 0.02259 -0.05908 -0.14810 0.13141 0.25189
Aug 21, 2015 0.05340 0.00878 0.00558 -0.04368 0.05783 0.25895 RCPT 250.00 Aug 21, 2015 -0.87863 0.01224 -0.06874 -0.11151 0.13373 0.04094

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